Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 0.440358 0.488445 0.541576 0.604999 0.679132 0.763638 0.868114
2025-02-02 0.383800 0.444793 0.516500 0.608140 0.723786 0.867185 1.062217
2025-02-09 0.340021 0.406988 0.489462 0.600565 0.749651 0.947942 1.241082
2025-02-16 0.310608 0.381946 0.473326 0.602192 0.784876 1.044163 1.459656
2025-02-23 0.279583 0.350877 0.444984 0.582525 0.786269 1.091362 1.615251
2025-03-02 0.252354 0.321913 0.415979 0.557552 0.775132 1.116284 1.739184
2025-03-09 0.238361 0.309431 0.408094 0.561449 0.807068 1.213088 2.010595
2025-03-16 0.230906 0.305162 0.411069 0.581340 0.866372 1.365780 2.432313
2025-03-23 0.221549 0.297239 0.407693 0.590527 0.908738 1.496447 2.854649
2025-03-30 0.211750 0.287813 0.401044 0.593358 0.939983 1.612016 3.287099
2025-04-06 0.201514 0.276942 0.391156 0.589502 0.958158 1.704798 3.701877
2025-04-13 0.187617 0.259624 0.369826 0.563914 0.931823 1.698443 3.848363
2025-04-20 0.180865 0.253187 0.365877 0.569150 0.967760 1.840923 4.509601
2025-04-27 0.174914 0.247584 0.362795 0.575529 1.006983 2.001435 5.332262
2025-05-04 0.167373 0.238979 0.354067 0.570571 1.021814 2.106666 6.039635
2025-05-11 0.161827 0.233233 0.349708 0.573328 1.053698 2.265039 7.087352
2025-05-18 0.153287 0.222146 0.335455 0.555651 1.037371 2.288315 7.575181
2025-05-25 0.144510 0.210265 0.319152 0.532639 1.005985 2.262345 7.820390
2025-06-01 0.140646 0.206322 0.316509 0.536539 1.038267 2.433320 9.259347
2025-06-08 0.139296 0.206473 0.321067 0.555367 1.109606 2.750038 12.019383
2025-06-15 0.136525 0.204048 0.320784 0.564084 1.157313 3.008811 14.932822
2025-06-22 0.133090 0.200306 0.317827 0.566797 1.189943 3.228308 18.077719
2025-06-29 0.129036 0.195298 0.312211 0.563209 1.205123 3.389510 21.150368